Anic Equity¶

Anic Portfolio¶

Today¶

Return: 0.07 %¶

This Week¶

Return: 8.728 %¶

Total¶

Return: 69.171 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 4.320000 812.000000 139.000000 20.650000 673.000000
FM Mattsson Mora Group B 54 -3.470000 3304.800000 124.800000 3.920000 3180.000006
Nordea Bank Abp 29 0.870000 3562.360000 108.360000 3.140000 3453.999992
HEBA B 70 1.960000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 1.430000 3465.600000 88.600000 2.620000 3377.000000
Fasadgruppen Group 38 0.910000 4202.800000 61.800000 1.490000 4140.999992
Swedbank A 3 2.740000 617.700000 53.700000 9.520000 564.000000
Resurs Holding 22 1.190000 618.640000 44.640000 7.780000 573.999998
MedCap 2 -0.860000 459.000000 38.000000 9.030000 421.000000
AcadeMedia 12 0.570000 594.720000 37.720000 6.770000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.840000 390.700000 35.700000 10.060000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.190000 551.200000 24.200000 4.590000 527.000000
OEM International B 7 1.420000 550.200000 22.200000 4.200000 527.999997
Securitas B 6 2.030000 583.680000 13.680000 2.400000 570.000000
Eastnine 4 0.480000 503.200000 12.200000 2.480000 491.000000
Coor Service Management Hold. 8 1.120000 540.000000 8.000000 1.500000 532.000000
Boozt 12 1.840000 1660.800000 6.800000 0.410000 1653.999996
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.100000 565.950000 3.950000 0.700000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.000000 247.200000 1.200000 0.490000 246.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.230000 545.500000 -0.500000 -0.090000 546.000000
Corem Property Group B 59 2.150000 575.840000 -1.160000 -0.200000 576.999999
Midsona B 63 0.660000 578.970000 -4.030000 -0.690000 582.999984
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 2.080000 510.250000 -23.750000 -4.450000 533.999999
International Petroleum Corp. 5 0.090000 563.000000 -31.570000 -5.310000 594.565215
Essity B 2 -1.540000 537.000000 -37.000000 -6.450000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
OX2 22 4.600000 1851.300000 -137.700000 -6.920000 1989.000002
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
Axfood 15 -3.270000 3901.500000 -398.500000 -9.270000 4300.000005
Ovzon 64 -1.690000 3340.800000 -655.200000 -16.400000 3996.000000
TOTAL 48476.180000 -611.390000 -0.51813% 49087.564636

Updated:¶

'2023-02-01 15:18:23.096166'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶